+391.2%
DDOG vs F
+82.4%
+308.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.8% |
| 7D | +5.6% | -3.9% | +9.5% | +6.7% |
| 30D | -34.9% | -0.5% | -34.4% | -35.1% |
| 3M | -23.4% | -12.9% | -10.5% | -21.1% |
| 6M | -7.7% | +1.5% | -9.3% | -9.8% |
| YTD | +35.6% | -5.0% | +40.7% | +34.5% |
| 1Y | -3.4% | -7.3% | +4.0% | -3.5% |
| 3Y | +78.0% | +45.3% | +32.7% | +49.1% |
| 5Y | -4.4% | -15.8% | +11.3% | -11.1% |
| All | +391.2% | +82.4% | +308.9% | +289.4% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded F wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling